Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 343221.9601 | 238361.4471 | 104860.513 | 161119.6622 | 84528.2617 | 76591.4005 |
Total P&L (%) | 343.222 | 238.3614 | 104.8605 | 161.1197 | 84.5283 | 76.5914 |
Avg Daily Profit (%) | 0.1821 | 0.1264 | 0.0556 | 0.0509 | 0.0325 | 0.0302 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94708 | -59732 | -67946 | -322615 | -251771 | -186759 |
Profit Factor | 1.345 | 1.4729 | 1.2136 | 1.0626 | 1.0622 | 1.0631 |
Total Trades | 295 | 147 | 148 | 295 | 147 | 148 |
Winning Trades | 135 | 56 | 79 | 135 | 56 | 79 |
Losing Trades | 160 | 91 | 69 | 160 | 91 | 69 |
Profitability (%) | 45.7627 | 38.0952 | 53.3784 | 45.7627 | 38.0952 | 53.3784 |
Ratio Avg Win / Avg Loss | 1.594 | 2.3934 | 1.06 | 1.2594 | 1.7261 | 0.9285 |
Largest Winning Trade | 131529 | 131529 | 68986 | 253367 | 253367 | 127257 |
Largest Losing Trade | -34778 | -25918 | -34778 | -122152 | -122152 | -82367 |
Avg Bars in Trades | 75 | 63 | 86 | 75 | 63 | 86 |
Avg Bars in Winners | 94 | 88 | 98 | 94 | 88 | 98 |
Avg Bars in Losers | 58 | 48 | 73 | 58 | 48 | 73 |
Bars Traded | 22186 | 9334 | 12852 | 22186 | 9334 | 12852 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317974 | -26754 | -118805 | -276621 | -305216 | -305079 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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